THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY

DOI10.1142/S0219025700000285zbMATH Open0968.60057OpenAlexW2018748323MaRDI QIDQ4522396FDOQ4522396

Authors: David Nualart, Roger Pettersson, Jorge A. Leon 

Publication date: 2 September 2001

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025700000285

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zbMATH Keywords

Malliavin calculusFeynman-Kac formulaspace-time white noisestochastic Burgers equationCole-Hopf transformationsmoothness of density

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) KdV equations (Korteweg-de Vries equations) (35Q53) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Existence and uniqueness results for semilinear stochastic partial differential equations
• On the density for the solution of a Burgers-type SPDE
• The stochastic Burgers equation
• On the stochastic Burgers' equation in the real line
• Stochastic burgers equation with correlated noise
• Stochastic Burgers' equation
• Malliavin calculus for white noise driven parabolic SPDEs
• Burgers equation driven by a space-time white noise: absolute continuity of the solution

Cited In (15)

• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise
• Absolute continuity of the solution to the stochastic Burgers equation
• The Gaussian structure of the singular stochastic Burgers equation
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• Absolute continuity of the solution to stochastic generalized Burgers-Huxley equation
• The Stochastic Burger's Equation in Ito's Sense
• Moment estimates for invariant measures of stochastic Burgers equations
• Pathwise analysis and parameter estimation for the stochastic Burgers equation
• Convergence to the stochastic Burgers equation from a degenerate microscopic dynamics
• Mild solutions for the stochastic generalized Burgers-Huxley equation
• Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs
• Invariant measures for nonlinear conservation laws driven by stochastic forcing
• Stochastic Burgers' equation on the real line: regularity and moment estimates
• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise

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